+4.9%
SO vs BURL
-7.8%
+12.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -1.5% | +4.1% | -5.5% | -1.5% |
| 30D | +8.1% | -9.5% | +17.5% | +8.2% |
| 3M | +0.2% | -33.5% | +33.7% | +0.2% |
| 6M | +0.4% | -22.1% | +22.5% | +0.6% |
| YTD | +8.5% | -14.6% | +23.1% | +8.6% |
| 1Y | +4.9% | -8.4% | +13.3% | +4.8% |
| All | +4.9% | -7.8% | +12.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling